Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dealing with the Inventory Risk 0 1 3 3 4 11 20 21
Dealing with the Inventory Risk. A solution to the market making problem 1 3 16 75 3 17 72 196
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 0 6 19 49 0 10 45 81
General Intensity Shapes in Optimal Liquidation 0 1 4 24 0 4 14 72
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 0 5 37 1 5 20 69
Optimal Portfolio Liquidation with Limit Orders 0 1 5 59 0 6 24 143
Optimal Portfolio Liquidation with Limit Orders 0 1 1 1 1 5 13 13
Optimal algorithmic trading and market microstructure 1 7 24 162 4 15 43 226
Optimal posting price of limit orders: learning by trading 0 2 4 46 8 13 17 135
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 2 31 0 1 6 52
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 1 1 83 1 3 9 151
Optimal starting times, stopping times and risk measures for algorithmic trading 0 2 5 50 0 4 24 106
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 1 4 46 0 1 6 63
Optimal trading algorithms and selfsimilar processes: a p-variation approach 1 1 7 47 1 1 3 102
Realtime market microstructure analysis: online Transaction Cost Analysis 0 0 9 29 0 2 19 48
Simulating and analyzing order book data: The queue-reactive model 0 3 13 18 1 6 24 27
Total Working Papers 3 30 122 760 24 104 359 1,505


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 0 2 6 77 3 5 19 242
Real-time market microstructure analysis: online transaction cost analysis 0 0 0 0 1 3 7 7
Total Journal Articles 0 2 6 77 4 8 26 249


Statistics updated 2015-01-03